plot_performance: Generate combination plots to illustrate portfolio...

In jeanmarcgp/xtsanalytics: A library of functions to do advanced analytics of time series data (xts matrices).

Description

Generate combination plots to illustrate portfolio performance

Usage

plot_performance(prices, type = "table", main = "Performance Summary",
  log = "y", cex = 1, tabheight = 0.6, digits = 2, labspace = 2,
  ycex = 1, ...)

Arguments

prices	An xts matrix of equity curves or asset prices.
type	Specifies the type of plot. If "table" then the equity curves are shown on the top portion and a table of key performance parameters is shown below. If "table2", then a simple version of table is plotted, appropriate for showing shorter periods. If "curves" then the equity curves are shown on the top portion and the drawdown curves are shown on the bottom section. Default is "table".
main	Title at the top of the plot page
log	Specifies whether to use a semilog scale for the equity curve plot. Default is "y" specifying the y scale is logarithmic.
cex	The scaling factor for the performance table in table mode.
tabheight	The height of the table relative to the height of the plot, for type = "table". Default is 0.6.
labspace	The amount of space between the X and Y labels and the plot. This is useful when scaling the chart for png plots and labels can overlap the plot. Used by title(), parameter line.
...	Additional parameters passed through to function xtsplot.

jeanmarcgp/xtsanalytics documentation built on May 19, 2019, 12:38 a.m.